A modification of Karmarkar's linear programming algorithm
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- A new polynomial-time algorithm for linear programming
- Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods
Cited in
(only showing first 100 items - show all)- Using aspiration levels in an interactive interior multiobjective linear programming algorithm
- Projection algorithms for linear programming
- Interior-point algorithms for semi-infinite programming
- An affine scaling method using a class of differential barrier functions: primal approach
- Two-thirds is sharp for affine scaling
- An interior multiobjective linear programming algorithm
- Lagrangian transformation and interior ellipsoid methods in convex optimization
- An interior point algorithm for semi-infinite linear programming
- Shape-preserving approximation of multiscale univariate data by cubic \(L_1\) spline fits
- The _1 solution of linear inequalities
- Modification of Karmarkar's projective scaling algorithm
- Generating interior search directions for multiobjective linear programming using approximate gradients and efficient anchoring points
- On the chaotic behavior of the primal-dual affine-scaling algorithm for linear optimization
- Interior point method: history and prospects
- Affine scaling algorithm fails for semidefinite programming
- Interior point algorithms in linear optimization
- An interior point method for quadratic programs based on conjugate projected gradients
- Scaling, shifting and weighting in interior-point methods
- New trajectory-following polynomial-time algorithm for linear programming problems
- A partial first-order affine-scaling method
- A polynomial method of approximate centers for linear programming
- Long steps in an \(O(n^ 3L)\) algorithm for linear programming
- Limiting behavior of the affine scaling continuous trajectories for linear programming problems
- The rate of convergence of Bregman proximal methods: local geometry versus regularity versus sharpness
- Feasibility issues in a primal-dual interior-point method for linear programming
- Global convergence of the affine scaling methods for degenerate linear programming problems
- Using approximate gradients in developing an interactive interior primal-dual multiobjective linear programming algorithm
- Recovering optimal dual solutions in Karmarkar's polynomial algorithm for linear programming
- Robust and efficient estimation with weighted composite quantile regression
- Predictor-corrector primal-dual interior point method for solving economic dispatch problems: a postoptimization analysis
- A weighted least squares study of robustness in interior point linear programming
- Linear programming and the Newton barrier flow
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- A simplified global convergence proof of the affine scaling algorithm
- Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems
- Convergence behavior of interior-point algorithms
- Trust region affine scaling algorithms for linearly constrained convex and concave programs
- Generalized affine scaling algorithms for linear programming problems
- Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
- Convergence analysis of the projective scaling algorithm based on a long-step homogeneous affine scaling algorithm
- Shape-preserving univariate cubic and higher-degree \(L_{1}\) splines with function-value-based and multistep minimization principles
- Fast \(L_1^kC^k\) polynomial spline interpolation algorithm with shape-preserving properties
- Convergence of the dual variables for the primal affine scaling method with unit steps in the homogeneous case
- Degeneracy in interior point methods for linear programming: A survey
- Fixing variables and generating classical cutting planes when using an interior point branch and cut method to solve integer programming problems
- C^1 and C^2-continuous polynomial parametric L_p splines (p 1)
- On the symmetric affiine scaling algorithm for line programming*
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- Search directions for interior linear-programming methods
- Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization
- The steepest descent gravitational method for linear programming
- A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines
- Affine scaling with degenerate linear programming problems
- Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines
- Symmetric indefinite systems for interior point methods
- An implementation of Karmarkar's algorithm for linear programming
- A convergence analysis for a convex version of Dikin's algorithm
- The primal power affine scaling method
- Some variants of the Todd low-complexity algorithm
- A primal-dual interior-point method for linear programming based on a weighted barrier function
- Superlinear convergence of the affine scaling algorithm
- A variation on Karmarkar’s algorithm for solving linear programming problems
- Modification of the recursive solution procedure for a linear programming problem
- A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
- An interior point algorithm for nonlinear quantile regression
- An affine-scaling pivot algorithm for linear programming
- Computational experience with a dual affine variant of Karmarkar's method for linear programming
- A relaxed primal-dual path-following algorithm for linear programming
- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
- The empirical performance of a polynomial algorithm for constrained nonlinear optimization
- Shape-preserving, multiscale interpolation by univariate curvature-based cubic \(L_{1}\) splines in Cartesian and polar coordinates
- The role of the augmented system in interior point methods
- Loss and retention of accuracy in affine scaling methods
- An \(O(n^ 3L)\) potential reduction algorithm for linear programming
- An affine scaling method with an infeasible starting point: Convergence analysis under nondegeneracy assumption
- An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
- Numerical experiments with the symmetric affine scaling algorithm on degenerate linear programming problema
- A variant of Karmarkar's linear programming algorithm for problems in standard form
- Computation of the collapse state in limit analysis using the LP primal affine scaling algorithm
- A simple proof of a primal affine scaling method
- A trust region affine scaling method for bound constrained optimization
- Stable barrier-projection and barrier-Newton methods in linear programming
- A modification to the LINPACK downdating algorithm
- scientific article; zbMATH DE number 892328 (Why is no real title available?)
- Hessian barrier algorithms for linearly constrained optimization problems
- An optimal-basis identification technique for interior-point linear programming algorithms
- A primal projective interior point method for linear programming
- A hybrid method for the nonlinear least squares problem with simple bounds
- Convergence property of the Iri-Imai algorithm for some smooth convex programming problems
- Comparative analysis of affine scaling algorithms based on simplifying assumptions
- Cubically convergent method for locating a nearby vertex in linear programming
- Decomposed block Cholesky factorization in the Karmarkar algorithm. Solving a class of super large LP problems
- A primal-dual affine-scaling potential-reduction algorithm for linear programming
- On the big \({\mathcal M}\) in the affine scaling algorithm
- Shape-preserving, first-derivative-based parametric and nonparametric cubic \(L_{1}\) spline curves
- A trust region method based on a new affine scaling technique for simple bounded optimization
- An interior multiobjective primal-dual linear programming algorithm using approximated gradients and sequential generation of anchor points
- Dual interior point algorithms
- Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
- A relaxed version of Karmarkar's method
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